Hi,
I'm from Japan.
Let me give you some advice about the meaning of the Japanese passage.
But if you don't understand what I mean, please ask me... Because I'm not good at English, I may not explain that well.

「言葉を連ね寒さを煙にまく毛布をつくってあげる」
I'll make to you a blanket that mystifies the cold, made from the words lined up.
(I'll line up the words and make to you a blanket of it, the blanket befogs the coldness.)
「煙にまく（kemunimaku)」＝「ごまかす、曖昧にする」mystify, befog, cheat... etc.

「それも今日で終わらせるんだ」I'll end it today, too

「回送列車」＝"A deadhead train" or "out‐of‐service train". "forwarding" is the different meaning of the word「回送」.

「そのかわり白く小さくなってここに戻れたらいいな」
Instead of that, I hope to be white and small and to come back here.
「白く小さくなって」"I hope to be white and small piece", This means "I hope to be a (small piece of) bone". This phrase's subject is probably "I", not "we".